Anic Equity¶

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Total return since start: 0.606 %¶

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Equity now: -----------------------------> 49054.98 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41433.38 Kr¶

PnL: ---------------------------------------> -61.9 Kr¶

DD now: ---------------------------------> -7.653 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:36:22.992209'

Anic Portfolio¶

Today¶

Return: -0.503 %¶

This Week¶

Return: -0.503 %¶

Total portfolio value¶

Return including deposits: 60.593 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.100000 1665.000000 197.460000 13.460000 1467.540000
Orrön Energy 180 0.570000 2052.000000 14.400000 0.710000 2037.600000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
JM 6 0.630000 867.600000 5.400000 0.630000 862.200000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Hexagon B 26 0.110000 3455.400000 3.900000 0.110000 3451.500000
EQT 4 0.430000 833.200000 3.600000 0.430000 829.600000
Platzer Fastigheter Holding B 12 0.380000 962.400000 3.600000 0.380000 958.800000
Hoist Finance 35 0.360000 981.750000 3.500000 0.360000 978.250000
Atrium Ljungberg B 5 0.320000 936.000000 3.000000 0.320000 933.000000
ASSA ABLOY B 3 0.230000 778.800000 1.800000 0.230000 777.000000
AcadeMedia 8 0.000000 402.800000 1.600000 0.400000 401.200000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
Biotage 7 -0.070000 938.700000 -0.700000 -0.070000 939.400000
Sagax B 4 -0.090000 851.200000 -0.800000 -0.090000 852.000000
Gränges 9 -0.100000 925.200000 -0.900000 -0.100000 926.100000
Catena 2 -0.250000 787.600000 -2.000000 -0.250000 789.600000
Alimak Group 11 -0.360000 922.900000 -3.300000 -0.360000 926.200000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
BHG Group 97 -0.400000 1450.150000 -4.850000 -0.330000 1455.000000
BioGaia B 8 -0.600000 922.400000 -5.600000 -0.600000 928.000000
Nordic Waterproofing Holding 7 -0.730000 957.600000 -7.000000 -0.730000 964.600000
INVISIO 16 -0.220000 3672.000000 -8.000000 -0.220000 3680.000000
Bilia A 8 -1.160000 888.800000 -8.800000 -0.980000 897.600000
OX2 13 -1.170000 936.650000 -11.050000 -1.170000 947.700000
Bufab 3 -1.300000 1092.000000 -14.400000 -1.300000 1106.400000
Indutrade 5 -1.480000 1196.500000 -18.000000 -1.480000 1214.500000
Latour B 4 -2.200000 836.400000 -18.800000 -2.200000 855.200000
Hexatronic Group 12 -2.510000 940.320000 -24.240000 -2.510000 964.560000
Addnode Group B 11 -2.750000 893.200000 -25.300000 -2.750000 918.500000
VEF 909 -1.910000 1817.090000 -28.180000 -1.530000 1845.270000
Vitec Software Group B 2 -3.510000 1046.000000 -38.000000 -3.510000 1084.000000
TOTAL 40574.360000 33.440000 -7.47365% 40540.920000

Updated:¶

'2023-07-03 09:34:26.648767'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶